+25.5%
GSK vs EPAM
-32.1%
+57.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.6% |
| 7D | -4.2% | -0.9% | -3.3% | -4.1% |
| 30D | -7.5% | +18.4% | -25.9% | -8.2% |
| 3M | -3.3% | +19.2% | -22.5% | -4.5% |
| 6M | -9.3% | -21.0% | +11.6% | -9.5% |
| YTD | +1.6% | -43.7% | +45.3% | +3.0% |
| 1Y | +25.5% | -29.9% | +55.4% | +28.1% |
| All | +25.5% | -32.1% | +57.6% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling